+382.5%
GH vs COO
-7.5%
+389.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | -11.2% | +4.5% | -15.7% | -14.0% |
| 30D | -7.2% | +16.9% | -24.2% | -17.1% |
| 3M | -7.1% | -16.7% | +9.6% | +3.0% |
| 6M | +62.3% | +5.9% | +56.4% | +49.2% |
| YTD | +52.1% | -22.4% | +74.5% | +75.5% |
| 1Y | +58.6% | -10.1% | +68.8% | +62.5% |
| 3Y | +619.9% | -22.8% | +642.7% | +667.4% |
| 5Y | +49.7% | -41.4% | +91.1% | +100.7% |
| All | +382.5% | -7.5% | +389.9% | +317.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling